NPORT-P false 0000810893 XXXXXXXX S000034606 C000106508 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Moderate Duration Portfolio S000034606 5H2C0WOU0VY5RNJKDM42 2025-03-31 2024-09-30 N 4426190176.860000 1171281057.450000 3254909119.410000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10153253.250000 USD N Bloomberg US Aggregate Intermediate Total Return Unhedged Index LC08TRUU MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXQ1 1100000.000000 PA USD 1075412.250000 0.0330397 Long DBT MUN US N 2 2025-12-01 Fixed 2.466 N N N N N N FNMA PASS THRU POOLS N/A 3138EGRE6 26663.140000 PA USD 27457.970000 0.0008436 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAV0 3000000.000000 PA USD 3018295.110000 0.0927305 Long DBT CORP US N 2 2026-05-15 Fixed 4.75 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 2508821.680000 PA USD 2469585.210000 0.0758726 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.81564 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABL6 2000000.000000 PA USD 1968124.600000 0.0604663 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.809 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KL0 1200000.000000 PA USD 1267721.520000 0.038948 Long DBT CORP US N 2 2029-01-15 Fixed 6.1 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 2131200.020000 PA USD 2133548.180000 0.0655486 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 6.26652 N N N N N N FHLMC PASS THRU POOLS N/A 3133KPET1 8874503.720000 PA USD 7979223.640000 0.245144 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST-C29 N/A 46644RAZ8 2000000.000000 PA USD 1982235.400000 0.0608999 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.6108 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 8546.550000 PA USD 8556.580000 0.0002629 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 6.23652 N N N N N N FHLMC PASS THRU POOLS N/A 3132L9F59 386355.740000 PA USD 354287.200000 0.0108847 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAC3 2456750.720000 PA USD 2438504.920000 0.0749178 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.903 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KU4 4300000.000000 PA USD 4311628.400000 0.132465 Long DBT CORP US N 2 2025-05-08 Floating 5.9969 N N N N N N FNMA PASS THRU POOLS N/A 3138E26J9 61360.370000 PA USD 62918.780000 0.001933 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 5842000.000000 PA USD 5684428.990000 0.174642 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XLQ9 3000000.000000 PA USD 2955388.500000 0.0907979 Long DBT MUN US N 2 2025-05-01 Fixed 2.01 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-4A N/A 42806MCE7 3400000.000000 PA USD 3570046.240000 0.109682 Long ABS-O CORP US N 2 2030-03-25 Fixed 6.15 N N N N N N FNMA PASS THRU POOLS N/A 31407U2C0 23089.020000 PA USD 23698.320000 0.0007281 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DV5 5300000.000000 PA USD 5469677.540000 0.168044 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 2000000.000000 PA USD 2141823.920000 0.0658029 Long DBT CORP US N 2 2030-11-21 Fixed 6.375 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2019-L3 N/A 61691UBC2 6200000.000000 PA USD 6002319.820000 0.184408 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.067 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFK3 2800000.000000 PA USD 2884446.240000 0.0886183 Long DBT CORP US N 2 2026-11-13 Fixed 5.6 N N N N N N FNMA PASS THRU POOLS N/A 3138EQAD4 1646292.720000 PA USD 1567423.020000 0.0481557 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N CIFC FUNDING 2018-III LTD 2018-3A N/A 12551YAA1 2335334.730000 PA USD 2339741.230000 0.0718835 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 6.64085 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 N/A 94989JBA3 20667.780000 PA USD 20571.860000 0.000632 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.306 N N N N N N FNMA PASS THRU POOLS N/A 3140LQC65 469782.530000 PA USD 405819.480000 0.0124679 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 7800000.000000 PA USD 7600310.800000 0.233503 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BZ6 1285000.000000 PA USD 1112458.890000 0.0341779 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWEK5 1986823.870000 PA USD 1956318.950000 0.0601036 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAC3 2080651.460000 PA USD 2086402.380000 0.0641002 Long ABS-O CORP US N 2 2040-07-16 Floating 6.66099 N N N N N N FREDDIE MAC REMICS 5440 N/A 3137HDY79 3000347.060000 PA USD 3019152.640000 0.0927569 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 6.33012 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ6P0 3110501.410000 PA USD 3030106.020000 0.0930934 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWGG2 17856168.590000 PA USD 17866923.360000 0.548922 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 2000000.000000 PA USD 1963666.360000 0.0603294 Long DBT CORP CH N 2 2026-06-05 Floating 2.193 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W4T4 2900000.000000 PA USD 3023098.160000 0.0928781 Long DBT CORP US N 2 2029-05-30 Fixed 5.15 N N N N N N N/A N/A 000000000 -418.000000 NC USD 138164.880000 0.0042448 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-12-31 -87056664.380000 USD 138164.880000 N N N FNMA PASS THRU POOLS N/A 3140KEYF9 165240.400000 PA USD 150858.100000 0.0046348 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133C5RV5 950202.860000 PA USD 821134.530000 0.0252276 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 2.5 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 74153WCV9 4300000.000000 PA USD 4358551.940000 0.133907 Long DBT CORP US N 2 2031-08-27 Fixed 4.65 N N N N N N KKR CLO LTD 18 N/A 48251JAL7 823701.510000 PA USD 824319.290000 0.0253254 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.48085 N N N N N N FNMA PASS THRU POOLS N/A 3140HMN26 3773675.490000 PA USD 3673489.840000 0.11286 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140L5AE6 3870477.050000 PA USD 3343588.780000 0.102725 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCB0 4197294.220000 PA USD 4190662.080000 0.128749 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 6.03652 N N N N N N BXMT 2020-FL3 LTD N/A 05608XAA0 5725644.310000 PA USD 5638782.850000 0.173239 Long ABS-MBS CORP KY N 2 2037-11-15 Floating 6.59721 N N N N N N FREDDIE MAC REMICS 5051 N/A 3137F7YY5 2183134.480000 PA USD 1960551.690000 0.0602337 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 1 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAB4 3100000.000000 PA USD 2985359.270000 0.0917187 Long DBT CORP US N 2 2025-11-15 Fixed 1.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RR40 3503013.300000 PA USD 3421040.690000 0.105104 Long ABS-MBS USGSE US N 2 2067-01-20 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138EN6K0 143086.800000 PA USD 146008.160000 0.0044858 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5 N N N N N N TCW CLO AMR LTD 2019-1A N/A 87241EAQ8 2600000.000000 PA USD 2601363.930000 0.0799212 Long ABS-CBDO CORP KY N 2 2034-08-16 Floating 6.39453 N N N N N N MONTEREY PARK CITY OF N/A 61255QAJ5 300000.000000 PA USD 265555.620000 0.0081586 Long DBT MUN US N 2 2030-06-01 Fixed 1.893 N N N N N N CHESAPEAKE FUNDING II LLC 2024-1A N/A 165183DE1 3175890.210000 PA USD 3214833.610000 0.0987688 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GU94 5200000.000000 PA USD 5157710.480000 0.158459 Long DBT MUN US N 2 2025-07-01 Fixed 3.063 N N N N N N FREDDIE MAC REMICS 5439 N/A 3137HF3S2 5369253.120000 PA USD 5394098.800000 0.165722 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 6.28012 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A 38376RHB5 1494426.650000 PA USD 1491696.630000 0.0458291 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 5.9164 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBR9 2500000.000000 PA USD 2576157.850000 0.0791468 Long DBT CORP JP N 2 2027-07-02 Fixed 5.594 N N N N N N FHLMC PASS THRU POOLS N/A 3133KJDA7 9311478.100000 PA USD 8374497.670000 0.257288 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QCQ90 172222.700000 PA USD 157446.780000 0.0048372 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N PROLOGIS TARGETED US LOGISTICS FUND LP 5493004DTBWUQ9F2VJ87 74350LAB0 5600000.000000 PA USD 5867177.460000 0.180256 Long DBT CORP US N 2 2034-04-01 Fixed 5.5 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNK8 35188.840000 PA USD 35204.380000 0.0010816 Long ABS-O CORP US N 2 2029-10-25 Floating 6.22075 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 1800000.000000 PA USD 1948883.740000 0.0598752 Long DBT CORP US N 2 2033-11-21 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 3140MMRY6 609293.230000 PA USD 526328.170000 0.0161703 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XDRB4 2906972.500000 PA USD 2511234.440000 0.0771522 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138LHW91 6407000.000000 PA USD 6298386.870000 0.193504 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.29 N N N N N N DLLMT 2023-1 LLC N/A 232989AD5 5660000.000000 PA USD 5773150.190000 0.177368 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.35 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K506 N/A 3137HAMH6 4800000.000000 PA USD 4904240.640000 0.150672 Long ABS-MBS USGSE US N 2 2028-08-25 Fixed 4.65 N N N N N N MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING 635400AL5J3F1ZPTAN95 62829D2A7 2200000.000000 PA USD 2252959.130000 0.0692173 Long DBT CORP US N 2 2026-07-27 Fixed 5.8 N N N N N N FNMA PASS THRU POOLS N/A 3140MF2S1 37346.500000 PA USD 32431.230000 0.0009964 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BM9 8250000.000000 PA USD 8413822.400000 0.258496 Long DBT CORP US N 2 2030-03-15 Fixed 4.75 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AH7 5100000.000000 PA USD 5383512.060000 0.165397 Long DBT MUN US N 2 2034-07-01 Fixed 5.526 N N N N N N FNMA PASS THRU POOLS N/A 3140XLQ27 28313549.910000 PA USD 27878830.740000 0.856516 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.5 N N N N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A 04410CAA7 405591.380000 PA USD 402586.760000 0.0123686 Long ABS-MBS CORP US N 2 2035-06-15 Floating 6.394 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAK9 3000000.000000 PA USD 2798367.900000 0.0859738 Long DBT MUN US N 2 2028-06-01 Fixed 2.351 N N N N N N MOUNTAIN VIEW CLO LLC 2017-1A N/A 62432HAJ9 169472.180000 PA USD 169523.680000 0.0052082 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 6.63772 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2020-3A N/A 26833BAB9 5079282.960000 PA USD 5069985.840000 0.155764 Long ABS-O CORP US N 2 2070-01-27 Floating 6.3946 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 2500000.000000 PA USD 2454318.630000 0.0754036 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAD5 1300000.000000 PA USD 1271537.500000 0.0390652 Long DBT CORP US N 2 2028-08-15 Fixed 3.695 N N N N N N AIMCO CLO SERIES 2015-AA N/A 00900LAY0 5950000.000000 PA USD 5950209.980000 0.182807 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.40812 N N N N N N COMM MORTGAGE TRUST 2015-PC1 N/A 12593GAF9 2200000.000000 PA USD 2185715.620000 0.0671514 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.902 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2C7 1700000.000000 PA USD 1657970.540000 0.0509375 Long DBT CORP FR N 2 2027-11-16 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140MWPY6 838487.980000 PA USD 724652.350000 0.0222634 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137AA3B7 46469.560000 PA USD 46170.070000 0.0014185 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.90655 N N N N N N FNMA PASS THRU POOLS N/A 3140MM4J4 1882543.520000 PA USD 1811319.140000 0.0556488 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H0306B5 120100000.000000 PA USD 109633333.040000 3.36825 Long ABS-MBS USGSE US N 2 2054-11-20 Fixed 3 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W5B2 8400000.000000 PA USD 8645612.140000 0.265618 Long DBT CORP US N 2 2029-01-17 Fixed 4.85 N N N N N N COMM MORTGAGE TRUST 2019-GC44 N/A 12655TBJ7 1700000.000000 PA USD 1643008.010000 0.0504778 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.873 N N N N N N FHLMC PASS THRU POOLS N/A 3133KMYC3 315033.430000 PA USD 272144.640000 0.0083611 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BS2 3000000.000000 PA USD 2927397.780000 0.0899379 Long DBT CORP JP N 2 2025-07-17 Fixed 1.412 N N N N N N JOBSOHIO BEVERAGE SYSTEM N/A 47770VAY6 5125000.000000 PA USD 5170904.630000 0.158865 Long DBT MUN US N 2 2029-01-01 Fixed 3.985 N N N N N N CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES N/A 210795QB9 286717.300000 PA USD 286417.850000 0.0087996 Long DBT CORP US N 2 2026-04-29 Fixed 4 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 3272783.900000 PA USD 3047708.660000 0.0936342 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A 36268DAA0 5400000.000000 PA USD 5706099.000000 0.175308 Long ABS-O CORP US N 2 2036-08-11 Fixed 5.77 N N N N N N FREDDIE MAC 3688 N/A 3137A0MZ5 39968.890000 PA USD 39839.750000 0.001224 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 5.92655 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 4400000.000000 PA USD 4448025.120000 0.136656 Long ABS-O CORP US N 2 2028-06-20 Fixed 5.02 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1500000.000000 PA USD 1493599.890000 0.0458876 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFF5 55007510.620000 PA USD 54113953.220000 1.66253 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFQ1 7581637.650000 PA USD 7458480.160000 0.229146 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XMWJ1 2927931.890000 PA USD 2932409.220000 0.0900919 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1 N/A 12594MBC1 3700000.000000 PA USD 3570898.490000 0.109708 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.091 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 1000000.000000 PA USD 975588.510000 0.0299728 Long DBT CORP US N 2 2026-06-19 Floating 1.319 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 5300000.000000 PA USD 5382952.690000 0.16538 Long DBT CORP US N 2 2029-08-15 Fixed 4.3 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-A N/A 78448YAB7 2779521.840000 PA USD 2750314.620000 0.0844974 Long ABS-O CORP US N 2 2053-01-15 Floating 5.94099 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAH5 2100000.000000 PA USD 1764933.300000 0.0542237 Long DBT CORP US N 2 2031-08-15 Fixed 2.4 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 20000000.000000 PA USD 19212197.000000 0.590253 Long DBT CORP US N 2 2028-01-21 Floating 2.475 N N N N N N FNMA PASS THRU POOLS N/A 3140XF4U2 5903402.940000 PA USD 5099626.060000 0.156675 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAD0 4050000.000000 PA USD 4213493.640000 0.12945 Long DBT CORP GB N 2 2034-03-20 Fixed 5.4 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 4911767.560000 PA USD 4893348.430000 0.150338 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.73273 N N N N N N FNMA PASS THRU POOLS N/A 3138EH6E7 21414.690000 PA USD 21784.270000 0.0006693 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 5 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAB8 5000000.000000 PA USD 5149034.900000 0.158193 Long DBT CORP US N 2 2033-05-01 Fixed 4.877 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 4000000.000000 PA USD 3827128.000000 0.11758 Long DBT CORP US N 2 2027-03-09 Floating 1.431 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5B2 85949.250000 PA USD 81229.210000 0.0024956 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.5 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VQ8 2589698.690000 PA USD 2273897.370000 0.0698605 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 1 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXX3 671566.590000 PA USD 634700.380000 0.0194998 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KP1 2700000.000000 PA USD 3070666.960000 0.0943396 Long DBT CORP US N 2 2034-03-15 Fixed 6.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJJ1 10000000.000000 PA USD 10562890.600000 0.324522 Long DBT UST US N 2 2033-11-15 Fixed 4.5 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA N/A 78449VAC0 542915.940000 PA USD 540579.610000 0.0166081 Long ABS-O CORP US N 2 2054-09-15 Floating 5.81926 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQYN0 50019.960000 PA USD 43396.580000 0.0013333 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 1200000.000000 PA USD 1257194.780000 0.0386246 Long DBT CORP FR N 2 2035-05-30 Floating 5.936 N N N N N N MONTEREY PARK CITY OF N/A 61255QAG1 250000.000000 PA USD 229044.130000 0.0070369 Long DBT MUN US N 2 2028-06-01 Fixed 1.63 N N N N N N N/A N/A 000000000 105800000.000000 PA USD 105800000.000000 3.25047 Long RA US N 2 Repurchase N 4.980000 2024-10-01 113003000.000000 USD 107648600.320000 USD UST N N N FANNIE MAE REMICS 2015-87 N/A 3136AQWE6 196976.470000 PA USD 193835.660000 0.0059552 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 5.6946 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MB4 3000000.000000 PA USD 3019020.780000 0.0927528 Long DBT CORP US N 2 2026-07-01 Floating 6.10496 N N N N N N BANK OF AMERICA CREDIT CARD TRUST 2023-A1 N/A 05522RDG0 12600000.000000 PA USD 12735471.420000 0.39127 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.79 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMP4 5400000.000000 PA USD 4905580.860000 0.150713 Long DBT MUN US N 2 2028-11-01 Fixed 1.49 N N N N N N FNMA PASS THRU POOLS N/A 3140QNQX3 4501978.200000 PA USD 4049464.340000 0.124411 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 88795.570000 PA USD 83191.260000 0.0025559 Long ABS-MBS CORP US N 2 2034-06-15 Floating 6.27787 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01 N/A 38376RN85 3063350.150000 PA USD 3072531.620000 0.0943968 Long ABS-MBS USGSE US N 2 2066-12-20 Floating 6.41652 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 861090.140000 PA USD 852919.170000 0.0262041 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 5.81564 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJG7 235425000.000000 PA USD 251320785.350000 7.72128 Long DBT UST US N 2 2030-10-31 Fixed 4.875 N N N N N N FHLMC PASS THRU POOLS N/A 3132XTQZ4 634150.040000 PA USD 582973.780000 0.0179106 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N WAIKIKI BEACH HOTEL TRUST 2019-WBM N/A 93065PAA9 10000000.000000 PA USD 9914735.000000 0.304609 Long ABS-MBS CORP US N 2 2033-12-15 Floating 6.444 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBX1 1800000.000000 PA USD 1831642.430000 0.0562732 Long DBT CORP US N 2 2027-01-12 Fixed 4.992 N N N N N N FNMA PASS THRU POOLS N/A 31371NQJ7 9166.400000 PA USD 9192.690000 0.0002824 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133AJMW0 367208.910000 PA USD 330469.530000 0.010153 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 2900000.000000 PA USD 2530691.530000 0.07775 Long DBT CORP GB N 2 2032-06-29 Floating 2.678 N N N N N N FNMA PASS THRU POOLS N/A 3140XMV45 2432045.780000 PA USD 2100930.120000 0.0645465 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 13900000.000000 PA USD 11948939.840000 0.367105 Long DBT CORP US N 2 2032-02-04 Floating 1.953 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S77 14176818.010000 PA USD 12995578.880000 0.399261 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N SBA TOWER TRUST N/A 78403DAH3 1700000.000000 PA USD 1698838.900000 0.0521931 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA N/A 63942TAA3 1359865.220000 PA USD 1407814.340000 0.043252 Long ABS-O CORP US N 2 2072-03-15 Fixed 6.48 N N N N N N APEX CREDIT CLO 2018-II LTD N/A 03754LAU9 1420402.780000 PA USD 1421937.770000 0.0436859 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.52201 N N N N N N MARATHON CLO XIII LTD 2019-1A N/A 56579ABJ8 2495559.160000 PA USD 2498054.690000 0.0767473 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.50137 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79765RSU4 2695000.000000 PA USD 2709983.660000 0.0832584 Long DBT MUN US N 2 2025-11-01 Fixed 5.5 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2024-3 N/A 43813YAD4 1000000.000000 PA USD 1012242.600000 0.031099 Long ABS-O CORP US N 2 2030-11-21 Fixed 4.51 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAE1 4500000.000000 PA USD 4063453.920000 0.124841 Long DBT CORP US N 2 2030-04-01 Fixed 2.247 N N N N N N SLM STUDENT LOAN TRUST 2010-C N/A 78445QAE1 2688950.100000 PA USD 2817127.510000 0.0865501 Long ABS-O CORP US N 2 2041-10-15 Floating 9.96099 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 3000000.000000 PA USD 3119910.330000 0.0958525 Long DBT CORP ES N 2 2029-03-13 Fixed 5.381 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C12 N/A 90353DAW5 1105561.800000 PA USD 1097653.500000 0.033723 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.1945 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0SC7 3356238.460000 PA USD 3304707.210000 0.10153 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 1500000.000000 PA USD 1553861.250000 0.047739 Long DBT CORP LU N 2 2036-02-23 Fixed 5.8528 N N N N N N FHLMC PASS THRU POOLS N/A 3132DM5N1 171643.100000 PA USD 148262.170000 0.004555 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 1980125.000000 PA USD 1893112.170000 0.0581618 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2 N/A 78486BAA2 7892669.490000 PA USD 7810626.450000 0.239965 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 6.32877 N N N N N N HOUSTON COMMUNITY COLLEGE SYSTEM 549300UWXV516I6N3V90 44236PLT3 2000000.000000 PA USD 2091128.800000 0.0642454 Long DBT MUN US N 2 2029-02-15 Fixed 5 N N N N N N MAGNETITE CLO LTD 2023-39A N/A 559924AA3 6400000.000000 PA USD 6403200.000000 0.196724 Long ABS-CBDO CORP KY N 2 2033-10-25 Floating 6.8346 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2024-3 N/A 43813YAC6 4700000.000000 PA USD 4748816.550000 0.145897 Long ABS-O CORP US N 2 2029-03-21 Fixed 4.57 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 6600000.000000 PA USD 5941393.060000 0.182536 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AD2 2000000.000000 PA USD 2048552.200000 0.0629373 Long ABS-O CORP US N 2 2028-08-16 Fixed 5.78 N N N N N N COUNTY OF MARIN CA N/A 567830BU7 1375000.000000 PA USD 1397371.800000 0.0429312 Long DBT MUN US N 2 2026-08-01 Fixed 5.41 N N N N N N FANNIE MAE REMICS 2016-82 N/A 3136AUAW1 156214.290000 PA USD 152525.160000 0.004686 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.86564 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2800000.000000 PA USD 2662887.250000 0.0818114 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 23077815.790000 PA USD 23067569.240000 0.708701 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.29148 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST N/A 46652DAA3 6000000.000000 PA USD 4531256.400000 0.139213 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.56148 N N N N N N FANNIE MAE REMICS 2016-11 N/A 3136ARPM4 376782.530000 PA USD 373187.350000 0.0114654 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 5.7446 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 3700000.000000 PA USD 3945140.170000 0.121206 Long DBT CORP US N 2 2029-10-23 Floating 6.087 N N N N N N N/A N/A 000000000 -737.000000 NC USD 241705.060000 0.0074259 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-12-19 -98216765.630000 USD 241705.060000 N N N N/A N/A 000000000 1.000000 NC USD 34031.230000 0.0010455 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-20 45461.010000 USD 0.000000 USD 3000000.000000 USD -11429.780000 N N N ISRAEL ELECTRIC CORPORATION LTD 254900JW7GE35YNJGJ55 ACI23Q596 2300000.000000 PA USD 2030202.530000 0.0623736 Long DBT CORP IL N 2 2032-02-22 Fixed 3.75 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 1300000.000000 PA USD 1376270.840000 0.0422829 Long DBT CORP US N 2 2028-12-15 Fixed 5.7 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NC67 8000000.000000 PA USD 7610342.400000 0.233811 Long DBT MUN US N 2 2027-06-01 Fixed 2.332 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2B5 207579.800000 PA USD 190738.940000 0.00586 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418EBS8 275210.910000 PA USD 238242.890000 0.0073195 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5104 N/A 3137H02A5 1396164.630000 PA USD 1176197.080000 0.0361361 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 1.25 N N N N N N FHLMC PASS THRU POOLS N/A 3132XUR31 12984.990000 PA USD 11895.150000 0.0003655 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418P7G4 20666.310000 PA USD 21107.210000 0.0006485 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBJ1 35215.050000 PA USD 35762.530000 0.0010987 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418D4Y5 583094.800000 PA USD 506251.350000 0.0155535 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FANNIE MAE 2010-58 N/A 31398RXN0 131388.040000 PA USD 132089.280000 0.0040582 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 6.1246 N N N N N N CSMC 2020-FACT TRUST N/A 126395AA0 5300000.000000 PA USD 5147002.250000 0.15813 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.81148 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 N/A 46590LAT9 2900000.000000 PA USD 2805062.120000 0.0861794 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.1439 N N N N N N FHLMC PASS THRU POOLS N/A 3133KMMG7 6734614.850000 PA USD 5817743.040000 0.178737 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 7100000.000000 PA USD 6778563.120000 0.208257 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.36148 N N N N N N FANNIE MAE REMICS 2016-97 N/A 3136AUPW5 1156436.020000 PA USD 1129006.630000 0.0346863 Long ABS-MBS USGSE US N 2 2056-12-25 Floating 5.88564 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 3000000.000000 PA USD 3000000.000000 0.0921685 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N GNMA PASS THRU POOLS N/A 36179RNW5 1316903.760000 PA USD 1256574.740000 0.0386055 Long ABS-MBS USGSE US N 2 2045-09-20 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418EE22 363229.150000 PA USD 315272.590000 0.0096861 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQT97 27173.560000 PA USD 23527.440000 0.0007228 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 2.5 N N N N N N COMM MORTGAGE TRUST 2017-COR2 N/A 12595EAD7 4200000.000000 PA USD 4044283.740000 0.124252 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAE2 900000.000000 PA USD 918788.760000 0.0282278 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.03 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A N/A 05377RGU2 5000000.000000 PA USD 5098311.000000 0.156635 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.44 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 600000.000000 PA USD 596452.380000 0.0183247 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H27 N/A 38376RHR0 192162.360000 PA USD 192263.170000 0.0059069 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 6.21652 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAB7 4600000.000000 PA USD 4754172.910000 0.146062 Long DBT CORP US N 2 2044-02-01 Fixed 4.966 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAK8 3900000.000000 PA USD 4070840.590000 0.125068 Long DBT CORP IE N 2 2033-07-25 Fixed 5.7 N N N N N N FHLMC PASS THRU POOLS N/A 3132DM6G5 394366.180000 PA USD 340646.940000 0.0104656 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAN7 2000000.000000 PA USD 2007183.700000 0.0616664 Long DBT CORP CA N 2 2032-11-10 Floating 4.74 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC N/A 05377RHY3 11000000.000000 PA USD 11331003.200000 0.34812 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AA4 5800000.000000 PA USD 6132104.400000 0.188396 Long DBT CORP US N 2 2034-04-01 Fixed 6.1 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXR6 49032.000000 PA USD 46340.370000 0.0014237 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 1000000.000000 PA USD 966593.440000 0.0296965 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N FNMA PASS THRU POOLS N/A 3140MWMV5 387253.450000 PA USD 334839.400000 0.0102872 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133B2X61 2645915.900000 PA USD 2285499.050000 0.070217 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N MAGNETITE XII LTD 2015-12A N/A 55953HBD4 2230982.140000 PA USD 2232263.730000 0.0685814 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.45137 N N N N N N SREIT TRUST 2021-IND N/A 78473JAA0 3500000.000000 PA USD 3471492.500000 0.106654 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.91148 N N N N N N AREIT TRUST 2023-CRE8 N/A 04002BAA3 2070525.850000 PA USD 2082336.960000 0.0639753 Long ABS-MBS CORP BM N 2 2041-08-17 Floating 7.19453 N N N N N N FREDDIE MAC REMICS 4637 N/A 3137BTTH4 2664046.620000 PA USD 2656928.820000 0.0816284 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 5.96564 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C6 N/A 90276UAU5 4919534.870000 PA USD 4833990.550000 0.148514 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.5042 N N N N N N SYNCHRONY CARD ISSUANCE TRUST 2023-A2 N/A 87166PAL5 5000000.000000 PA USD 5148631.500000 0.158181 Long ABS-MBS CORP US N 2 2029-10-15 Fixed 5.74 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591DM1 10000000.000000 PA USD 11667993.100000 0.358474 Long DBT USGA US N 2 2030-05-01 Fixed 7.125 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24 N/A 46643GAE0 1715787.630000 PA USD 1703991.760000 0.0523514 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.6385 N N N N N N LCCM 2021-FL2 TRUST N/A 50202KAA4 403951.900000 PA USD 401177.630000 0.0123253 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 6.41099 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 2824269.570000 PA USD 2806819.540000 0.0862334 Long ABS-O CORP US N 2 2068-02-27 Floating 6.1446 N N N N N N FNMA PASS THRU POOLS N/A 3138EQM58 212716.040000 PA USD 219511.550000 0.006744 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DP3H9 885162.100000 PA USD 764596.130000 0.0234906 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N PALMER SQUARE CLO 2023-4A LTD N/A 696924AA7 10000000.000000 PA USD 10000000.000000 0.307228 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 6.83201 N N N N N N N/A N/A 000000000 1.000000 NC USD 82900.930000 0.002547 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 0.000000 USD -14762.520000 USD 4450000.000000 USD 97663.450000 N N N COUNTY OF FRESNO CA 549300JJ6NWR5CVGI705 358266CH5 4200000.000000 PA USD 3212670.720000 0.0987023 Long DBT MUN US N 2 2030-08-15 None 0 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 1500000.000000 PA USD 1504409.940000 0.0462197 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDB8 2700000.000000 PA USD 2846447.970000 0.0874509 Long DBT CORP US N 2 2027-10-29 Floating 7.149 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 7050000.000000 PA USD 6283374.540000 0.193043 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HFP3 3000000.000000 PA USD 2808275.700000 0.0862782 Long DBT MUN US N 2 2027-05-15 Fixed 1.366 N N N N N N FNMA PASS THRU POOLS N/A 3140XH4D6 939814.270000 PA USD 941246.610000 0.0289178 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51 N/A 95001VAU4 4750000.000000 PA USD 4439886.280000 0.136406 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.311 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2024-2 N/A 02582JKF6 6000000.000000 PA USD 6310735.200000 0.193884 Long ABS-MBS CORP US N 2 2031-04-15 Fixed 5.24 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 4800000.000000 PA USD 4833268.460000 0.148492 Long DBT CORP US N 2 2026-08-27 Fixed 4.86 N N N N N N FHLMC PASS THRU POOLS N/A 3133BVHD0 6837530.540000 PA USD 6844945.360000 0.210296 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFR8 8000000.000000 PA USD 8207829.040000 0.252168 Long DBT CORP US N 2 2027-05-06 Fixed 5.1 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA N/A 14315LAA2 1659938.210000 PA USD 1662843.090000 0.0510872 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.57517 N N N N N N FNMA PASS THRU POOLS N/A 3140MEML7 47557.580000 PA USD 41464.550000 0.0012739 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BQ1 4600000.000000 PA USD 4687959.410000 0.144027 Long DBT CORP US N 2 2026-08-01 Fixed 5.4 N N N N N N FNMA PASS THRU POOLS N/A 3140XFA76 778477.450000 PA USD 672493.790000 0.0206609 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418E2D1 31709988.270000 PA USD 32094941.820000 0.986047 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 3900000.000000 PA USD 3868523.720000 0.118852 Long DBT CORP FR N 2 2025-01-14 Fixed 2.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 8000000.000000 PA USD 7018655.360000 0.215633 Long DBT CORP GB N 2 2032-11-24 Floating 2.894 N N N N N N FHLMC PASS THRU POOLS N/A 3132DP3W6 16871191.030000 PA USD 16612152.280000 0.510372 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DX1 1750000.000000 PA USD 1794091.360000 0.0551196 Long DBT CORP US N 2 2030-01-15 Fixed 4.7 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASK88 78135.460000 PA USD 77775.830000 0.0023895 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 5.91564 N N N N N N UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC) 5493001YCBUGKVU74S74 90320WAG8 1300000.000000 PA USD 1327919.590000 0.0407974 Long DBT CORP US N 2 2033-05-15 Fixed 5.035 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ47 N/A 3137HAMP8 3000000.000000 PA USD 3159903.000000 0.0970811 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 5.43 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 1400000.000000 PA USD 1299651.180000 0.039929 Long DBT CORP GB N 2 2028-04-06 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 31415ARP8 44713.610000 PA USD 45964.100000 0.0014121 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQJH0 927582.920000 PA USD 801232.080000 0.0246161 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XLVT2 612471.520000 PA USD 529090.870000 0.0162552 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 2000000.000000 PA USD 2104289.560000 0.0646497 Long DBT CORP US N 2 2030-04-18 Floating 5.656 N N N N N N FNMA PASS THRU POOLS N/A 31416TYN3 75961.650000 PA USD 78284.270000 0.0024051 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418RRF0 93230.030000 PA USD 96079.900000 0.0029518 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N N/A N/A 000000000 1502.000000 NC USD -972704.750000 -0.0298842 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-12-19 171779516.380000 USD -972704.750000 N N N FHLMC PASS THRU POOLS N/A 3133KNEE9 374284.610000 PA USD 323326.940000 0.0099335 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QKNN4 3160958.170000 PA USD 2730652.000000 0.0838933 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQEK4 15273270.660000 PA USD 15269536.650000 0.469123 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JA2 1000000.000000 PA USD 1015642.720000 0.0312034 Long DBT CORP US N 2 2027-02-01 Fixed 4.875 N N N N N N ELMWOOD CLO VII LTD 2020-4A N/A 29002QAJ8 3300000.000000 PA USD 3300000.000000 0.101385 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 6.91577 N N N N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAB2 1509362.100000 PA USD 1510194.660000 0.0463974 Long ABS-O CORP US N 2 2069-04-15 Floating 6.21099 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CM6 1900000.000000 PA USD 1994100.200000 0.0612644 Long DBT CORP US N 2 2034-06-15 Fixed 5.33 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 2130945.240000 PA USD 2122954.200000 0.0652231 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.20877 N N N N N N N/A N/A 000000000 1.000000 NC USD -65932.020000 -0.0020256 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-02-28 0.000000 USD -34772.820000 USD 15400000.000000 USD -31159.200000 N N N FNMA PASS THRU POOLS N/A 3138WCBK8 49446.870000 PA USD 50441.150000 0.0015497 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N MMAF EQUIPMENT FINANCE LLC 2022-B N/A 606940AC8 5802933.930000 PA USD 5824893.390000 0.178957 Long ABS-O CORP US N 2 2028-07-10 Fixed 5.61 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-136 N/A 38382A5Y7 5234352.340000 PA USD 4328399.010000 0.132981 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 1.5 N N N N N N HOSPITALITY MORTGAGE TRUST 2019-HIT N/A 40443RAA9 902118.390000 PA USD 901324.070000 0.0276912 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.23248 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRG3 1576899.970000 PA USD 1589890.470000 0.0488459 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 6.61652 N N N N N N FNMA PASS THRU POOLS N/A 31407Y6T1 33690.120000 PA USD 34906.910000 0.0010724 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N SBA TOWER TRUST N/A 78403DAP5 8000000.000000 PA USD 7722508.000000 0.237257 Long DBT CORP US N 2 2050-07-15 Fixed 1.884 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GER6 5500000.000000 PA USD 5246488.780000 0.161187 Long DBT CORP US N 2 2027-01-11 Fixed 1.875 N N N N N N FNMA PASS THRU POOLS N/A 3140X6KS9 22719487.630000 PA USD 22192557.280000 0.681818 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 N/A 46644YAU4 1251584.280000 PA USD 1234772.000000 0.0379357 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.8014 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMN9 1000000.000000 PA USD 925853.700000 0.0284448 Long DBT MUN US N 2 2027-11-01 Fixed 1.338 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 1859509.930000 PA USD 1839147.370000 0.0565038 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 5.90564 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AD4 3100000.000000 PA USD 3238407.310000 0.099493 Long DBT CORP GB N 2 2028-06-12 Fixed 5.602 N N N N N N EMPIRE STATE DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650036AV8 9400000.000000 PA USD 8897640.500000 0.273361 Long DBT MUN US N 2 2027-03-15 Fixed 1.496 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 643403.950000 PA USD 608988.780000 0.0187099 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-6A LLC N/A 05377RHG2 7900000.000000 PA USD 8252989.380000 0.253555 Long ABS-O CORP US N 2 2029-12-20 Fixed 5.81 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDC6 3100000.000000 PA USD 3524319.880000 0.108277 Long DBT CORP US N 2 2031-10-30 Floating 7.624 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 1615887.070000 PA USD 1446125.370000 0.0444291 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N DBUBS MORTGAGE TRUST 2017-BRBK N/A 23305JAA0 6100000.000000 PA USD 6089793.480000 0.187096 Long ABS-MBS CORP US N 2 2034-10-10 Fixed 3.452 N N N N N N FNMA PASS THRU POOLS N/A 31418EAN0 27684.250000 PA USD 23983.390000 0.0007368 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 N/A 94989MAF6 64702.090000 PA USD 64415.100000 0.001979 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 3.461 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B8 N/A 08162UAW0 5700000.000000 PA USD 5579178.810000 0.171408 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.2317 N N N N N N TEXAS NATURAL GAS SECURITIZATION FINANCE CORP N/A 88258MAA3 4850200.870000 PA USD 5019633.420000 0.154217 Long DBT MUN US N 2 2035-04-01 Fixed 5.102 N N N N N N FHLMC PASS THRU POOLS N/A 3133B93H5 905864.290000 PA USD 782453.660000 0.0240392 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31412S3D5 25905.540000 PA USD 26676.510000 0.0008196 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAA3 12000000.000000 PA USD 11539178.400000 0.354516 Long DBT CORP US N 2 2030-06-01 Fixed 3.464 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A 83754LAX5 2500000.000000 PA USD 2397018.250000 0.0736432 Long DBT MUN US N 2 2026-06-01 Fixed 1.495 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VA3 1972465.920000 PA USD 1698324.720000 0.0521773 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 1 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7XK9 521245.750000 PA USD 501942.390000 0.0154211 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2R0 36541.990000 PA USD 33569.630000 0.0010314 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140N0D85 2882919.460000 PA USD 2773045.720000 0.0851958 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ4S1 575859.640000 PA USD 500806.890000 0.0153862 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 4700000.000000 PA USD 4281017.560000 0.131525 Long DBT CORP US N 2 2030-10-01 Fixed 2.782 N N N N N N FHLMC PASS THRU POOLS N/A 3133BKJE0 563020.830000 PA USD 542265.240000 0.0166599 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N CBAM-2019-9A N/A 14987VAN9 9200000.000000 PA USD 9250872.500000 0.284213 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.95856 N N N N N N FNMA PASS THRU POOLS N/A 3140MVS82 707093.320000 PA USD 615106.000000 0.0188978 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 7885.080000 0.0002423 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-12-20 11877.620000 USD 0.000000 USD 900000.000000 USD -3992.540000 N N N COUNTY OF MIAMI-DADE FL AVIATION REVENUE N/A 59333P3L0 300000.000000 PA USD 300000.000000 0.0092168 Long DBT MUN US N 2 2024-10-01 Fixed 3.405 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAU2 6000000.000000 PA USD 6155980.080000 0.189129 Long DBT CORP US N 2 2026-07-02 Fixed 5.75 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 567577.060000 PA USD 528904.120000 0.0162494 Long DBT CORP US N 2 2030-01-07 Fixed 3.45 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A 38378U8L4 2540236.370000 PA USD 2537790.120000 0.0779681 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 6.11652 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCS3 3700000.000000 PA USD 3784143.000000 0.11626 Long DBT CORP US N 2 2034-08-01 Fixed 4.85 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 500000.000000 PA USD 624247.450000 0.0191786 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDH4 2000000.000000 PA USD 1949657.540000 0.059899 Long DBT CORP NL N 2 2026-06-24 Floating 1.339 N N N N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 1441380.670000 PA USD 1409105.420000 0.0432917 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.88564 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HS9 3000000.000000 PA USD 2919183.210000 0.0896856 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2022-4 N/A 02582JJX9 2500000.000000 PA USD 2515961.750000 0.0772975 Long ABS-MBS CORP US N 2 2027-10-15 Fixed 4.95 N N N N N N VENTURE 38 CLO LTD N/A 92332NAS4 3000000.000000 PA USD 3003222.150000 0.0922675 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 6.67698 N N N N N N FNMA PASS THRU POOLS N/A 3140QPSK4 467549.900000 PA USD 449307.930000 0.013804 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133AVBM7 597571.930000 PA USD 516212.940000 0.0158595 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 2875410.940000 PA USD 2870919.550000 0.0882028 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 6.47877 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1 N/A 02582JJZ4 10000000.000000 PA USD 10124527.000000 0.311054 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.87 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 11900000.000000 PA USD 11441041.870000 0.351501 Long DBT CORP US N 2 2027-03-11 Floating 1.658 N N N N N N UMBS PASS THRU POOLS N/A 01F0306A1 23500000.000000 PA USD 21094894.620000 0.648095 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 3 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 2023-2 N/A 55361AAU8 4000000.000000 PA USD 4413271.200000 0.135588 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.014 N N N N N N FREDDIE MAC REMICS 5092 N/A 3137FYEX0 4569218.010000 PA USD 3943017.190000 0.121141 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 1 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQFD3 17543144.710000 PA USD 15796994.820000 0.485328 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N SBNA AUTO LEASE TRUST 2023-A N/A 78436TAD8 1000000.000000 PA USD 1031305.400000 0.0316846 Long ABS-O CORP US N 2 2028-04-20 Fixed 6.52 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 2905431.890000 PA USD 2908903.530000 0.0893697 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.65298 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 7400000.000000 PA USD 7421301.050000 0.228003 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL3C1 5150000.000000 PA USD 5213299.530000 0.160167 Long DBT CORP US N 2 2029-08-28 Fixed 4.5 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AE0 5000000.000000 PA USD 5201828.000000 0.159815 Long ABS-O CORP US N 2 2029-02-16 Fixed 5.71 N N N N N N FREDDIE MAC REMICS 5042 N/A 3137F66L6 5388102.270000 PA USD 5021273.260000 0.154268 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 1 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 8000000.000000 PA USD 7666292.560000 0.23553 Long DBT CORP US N 2 2027-04-22 Floating 1.578 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 286068.640000 PA USD 286202.660000 0.008793 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 6.11652 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 2900000.000000 PA USD 2499588.620000 0.0767944 Long DBT CORP US N 2 2031-10-24 Floating 1.922 N N N N N N FNMA PASS THRU POOLS N/A 3140XL6B9 3093291.240000 PA USD 2827974.640000 0.0868834 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054AAW9 3722351.910000 PA USD 3676282.590000 0.112946 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.441 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BV6 1750000.000000 PA USD 1791092.940000 0.0550274 Long DBT CORP US N 2 2028-01-21 Floating 5.3 N N N N N N FHLMC PASS THRU POOLS N/A 3133BH4K9 254165.510000 PA USD 220431.390000 0.0067723 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-2A N/A 26829GAA6 3869877.480000 PA USD 3841370.410000 0.118018 Long ABS-O CORP US N 2 2068-09-25 Floating 6.1946 N N N N N N FNMA PASS THRU POOLS N/A 31371NYW9 18810.810000 PA USD 19106.790000 0.000587 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 4400000.000000 PA USD 4062080.840000 0.124799 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N FHLMC PASS THRU POOLS N/A 3133BAUM1 633503.610000 PA USD 551915.110000 0.0169564 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 3416493.530000 PA USD 3405816.990000 0.104636 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 6.51099 N N N N N N FNMA PASS THRU POOLS N/A 31416JYL9 34841.330000 PA USD 35681.480000 0.0010962 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBV5 1000000.000000 PA USD 1046642.590000 0.0321558 Long DBT CORP US N 2 2028-12-08 Fixed 5.467 N N N N N N FANNIE MAE REMICS 2007-50 N/A 31396V5C8 125011.530000 PA USD 123630.330000 0.0037983 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 5.6346 N N N N N N FNMA PASS THRU POOLS N/A 3138LNGZ8 65000.000000 PA USD 63673.260000 0.0019562 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.43 N N N N N N TOYOTA LEASE OWNER TRUST 2023-B N/A 89240HAD7 2000000.000000 PA USD 2026510.400000 0.0622601 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.66 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC28 N/A 36251FAW6 1838654.570000 PA USD 1831581.820000 0.0562714 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.396 N N N N N N FNMA PASS THRU POOLS N/A 3140X8C96 206498.750000 PA USD 188650.260000 0.0057959 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3318808.270000 PA USD 3155343.690000 0.0969411 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CG5 5800000.000000 PA USD 6196193.770000 0.190365 Long DBT CORP US N 2 2030-11-13 Fixed 5.489 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RQ33 613733.460000 PA USD 614130.730000 0.0188678 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 6.11652 N N N N N N FREDDIE MAC 4559 N/A 3137BNCR3 1751582.160000 PA USD 1809994.970000 0.0556082 Long ABS-MBS USGSE US N 2 2042-03-15 Floating 5.96564 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNF32 29238320.290000 PA USD 26312432.510000 0.808392 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132XV2R3 1080262.030000 PA USD 989817.960000 0.03041 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 3350000.000000 PA USD 3339750.610000 0.102607 Long DBT CORP US N 2 2035-01-15 Fixed 4.7 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQ2K1 14581202.990000 PA USD 12595126.060000 0.386958 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133B1WR8 427266.780000 PA USD 371500.770000 0.0114136 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-UBS4 N/A 12591QAR3 216176.390000 PA USD 215741.620000 0.0066282 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.694 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 7500000.000000 PA USD 7067938.050000 0.217147 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A 38375B4Y5 340789.680000 PA USD 340571.540000 0.0104633 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 6.00652 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 1000000.000000 PA USD 995542.310000 0.0305859 Long DBT CORP US N 2 2026-01-15 Fixed 4.125 N N N N N N DLLMT 2023-1 LLC N/A 232989AC7 3900000.000000 PA USD 3938303.850000 0.120996 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.34 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17 N/A 38376RXJ0 607.270000 PA USD 603.800000 0.0000186 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 5.91652 N N N N N N FNMA PASS THRU POOLS N/A 31405MA64 79469.990000 PA USD 80826.880000 0.0024832 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 7.331 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQJG2 71441.650000 PA USD 61711.410000 0.0018959 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BBKZ1 24366.090000 PA USD 21137.190000 0.0006494 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMQ2 4400000.000000 PA USD 3936938.280000 0.120954 Long DBT MUN US N 2 2029-11-01 Fixed 1.69 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A N/A 78435VAD4 500000.000000 PA USD 508845.100000 0.0156332 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.94 N N N N N N FHLMC PASS THRU POOLS N/A 3132VLPD3 4074742.920000 PA USD 3969394.270000 0.121951 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N CARMAX AUTO OWNER TRUST 2023-4 N/A 14318XAC9 8000000.000000 PA USD 8207936.000000 0.252171 Long ABS-O CORP US N 2 2028-07-17 Fixed 6 N N N N N N VERIZON MASTER TRUST 2024-7 N/A 92348KDJ9 7500000.000000 PA USD 7541170.130000 0.231686 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.35 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DAW4 5200000.000000 PA USD 5205545.380000 0.159929 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.70362 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 12000000.000000 PA USD 10225559.040000 0.314158 Long DBT CORP CH N 2 2032-02-11 Floating 2.095 N N N N N N BANK 2024-BNK48 N/A 06541GAC1 11396268.330000 PA USD 11471021.580000 0.352422 Long ABS-MBS CORP US N 2 2034-08-15 Fixed 4.775 N N N N N N FNMA PASS THRU POOLS N/A 31418DKK7 2548237.490000 PA USD 2466516.690000 0.0757784 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 1600000.000000 PA USD 1554802.510000 0.0477679 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N FHLMC PASS THRU POOLS N/A 3133KME84 5748922.910000 PA USD 4966276.160000 0.152578 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A 38375UYN4 3194921.670000 PA USD 3208278.360000 0.0985674 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 6.46652 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJYY0 15850.710000 PA USD 14566.610000 0.0004475 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N ROMARK CLO LTD 2017-1A N/A 77587UAL6 1928259.560000 PA USD 1931022.540000 0.0593265 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 6.5746 N N N N N N FHLMC PASS THRU POOLS N/A 3133BH3J3 13621506.050000 PA USD 13511315.010000 0.415106 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XCUS5 249573.970000 PA USD 215598.280000 0.0066238 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140LYKB8 491768.080000 PA USD 424820.850000 0.0130517 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLD1 131760000.000000 PA USD 135465750.000000 4.16189 Long DBT UST US N 2 2031-07-31 Fixed 4.125 N N N N N N FNMA PASS THRU POOLS N/A 31418W5L0 34292.750000 PA USD 35341.090000 0.0010858 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HU3 193811.730000 PA USD 193392.790000 0.0059416 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 6.00655 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A1 N/A 17305EGW9 9600000.000000 PA USD 9706358.400000 0.298207 Long ABS-MBS CORP US N 2 2027-12-08 Fixed 5.23 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A 90276RBC1 1567057.170000 PA USD 1541704.220000 0.0473655 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.366 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JW8 2400000.000000 PA USD 2282841.600000 0.0701353 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N MORGAN STANLEY CAPITAL I INC 2017-HR2 N/A 61691NAE5 700000.000000 PA USD 680748.390000 0.0209145 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.587 N N N N N N FNMA PASS THRU POOLS N/A 31371MMM6 1111.580000 PA USD 1124.480000 0.0000345 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 12502.990000 0.0003841 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC SR UNSEC SMR Y Single Leg Swap 2026-12-20 7832.330000 USD 0.000000 USD 900000.000000 USD 4670.660000 N N N BENCHMARK MORTGAGE TRUST 2021-B31 N/A 08163MAF4 1626000.000000 PA USD 1506282.990000 0.0462773 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.615 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBL8 3650000.000000 PA USD 3653054.140000 0.112232 Long DBT CORP IE N 2 2029-09-10 Fixed 4.625 N N N N N N FHLMC PASS THRU POOLS N/A 3133BJPF3 663292.560000 PA USD 575394.430000 0.0176777 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N BMO 2024-5C5 MORTGAGE TRUST N/A 05593RAC6 6000000.000000 PA USD 6324829.200000 0.194317 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.8574 N N N N N N N/A N/A 000000000 2060.000000 NC USD 582042.130000 0.017882 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-12-31 226495391.140000 USD 582042.130000 N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 N/A 46646RAK9 136419.550000 PA USD 134008.890000 0.0041171 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 2.9941 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A 69702BAA9 1566320.550000 PA USD 1567905.890000 0.0481705 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.34362 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GT8 8500000.000000 PA USD 8869924.930000 0.272509 Long DBT CORP US N 2 2029-06-15 Fixed 5.15 N N N N N N BDS 2022-FL12 LLC N/A 07336CAA1 3299968.810000 PA USD 3316772.250000 0.101901 Long ABS-MBS CORP US N 2 2038-08-19 Floating 7.10132 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 8400000.000000 PA USD 8186777.340000 0.251521 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 1046022.500000 PA USD 1027620.070000 0.0315714 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 6.38439 N N N N N N FNMA PASS THRU POOLS N/A 3138LMVK6 1000.000000 PA USD 970.290000 0.0000298 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.02 N N N N N N FANNIE MAE REMICS 2015-79 N/A 3136AQKY5 331813.850000 PA USD 327148.780000 0.0100509 Long ABS-MBS USGSE US N 2 2045-11-25 Floating 5.6446 N N N N N N ANDREW W MELLON FOUNDATION HVIJIPOQ5TXYVD3NET54 03444RAB4 7000000.000000 PA USD 6477019.500000 0.198992 Long DBT CORP US N 2 2027-08-01 Fixed 0.947 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQEV0 257074.670000 PA USD 222312.600000 0.0068301 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 2.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 N/A 94989JAZ9 1500000.000000 PA USD 1485623.400000 0.0456425 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HGF4 1200000.000000 PA USD 1123822.800000 0.034527 Long DBT MUN US N 2 2027-05-15 Fixed 1.316 N N N N N N FNMA PASS THRU POOLS N/A 31418BS23 1062.950000 PA USD 1054.740000 0.0000324 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 3.5 N N N N N N STATE OF HAWAII N/A 419792ZK5 10670000.000000 PA USD 10670000.000000 0.327813 Long DBT MUN US N 2 2024-10-01 Fixed 0.802 N N N N N N VERDELITE STATIC CLO LTD 2024-1 N/A 92338VAA9 6200000.000000 PA USD 6212351.830000 0.190861 Long ABS-CBDO CORP JE N 2 2032-07-20 Floating 6.42388 N N N N N N BX TRUST 2021-ARIA N/A 05608RAA3 3000000.000000 PA USD 2985000.900000 0.0917077 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.11058 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQBT8 10636171.880000 PA USD 10634393.940000 0.326719 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HT6 193811.730000 PA USD 193392.790000 0.0059416 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 6.00655 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M4Q2 900000.000000 PA USD 921411.900000 0.0283084 Long DBT MUN US N 2 2027-08-01 Fixed 5.008 N N N N N N COMM MORTGAGE TRUST 2015-CR24 N/A 12593JBE5 871842.600000 PA USD 863306.130000 0.0265232 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.432 N N N N N N FNMA PASS THRU POOLS N/A 3140KHPF2 35249.020000 PA USD 32137.380000 0.0009874 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-CIP N/A 12434FAA5 2480883.820000 PA USD 2462547.360000 0.0756564 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.13248 N N N N N N COMMERCIAL MORTGAGE TRUST 2015-CR23 N/A 12593ABA2 1500000.000000 PA USD 1485874.200000 0.0456503 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.497 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWFR7 297364.810000 PA USD 272404.020000 0.008369 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659X2M3 5900000.000000 PA USD 5483155.380000 0.168458 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N DTE ELECTRIC SECURITIZATION FUNDING II LLC N/A 23346TAA9 4419361.420000 PA USD 4700235.530000 0.144404 Long DBT CORP US N 2 2033-03-01 Fixed 5.97 N N N N N N VOYA CLO LTD 2017-1A N/A 92916MAF8 2479249.100000 PA USD 2480733.600000 0.0762151 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 6.49738 N N N N N N GOLUB CAPITAL PARTNERS CLO 26B LTD N/A 38176DAA7 1753367.830000 PA USD 1754878.580000 0.0539148 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.56362 N N N N N N WSTN TRUST 2023-MAUI N/A 92943AAA2 3000000.000000 PA USD 3075057.900000 0.0944745 Long ABS-MBS CORP US N 2 2037-07-05 Variable 6.518 N N N N N N FNMA PASS THRU POOLS N/A 3138EBFR1 14306.930000 PA USD 14744.270000 0.000453 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5 N N N N N N ADVENTIST HEALTH SYSTEM OF WEST 5493008YM33UCY5QPW83 007944AF8 4299000.000000 PA USD 3996516.380000 0.122784 Long DBT CORP US N 2 2029-03-01 Fixed 2.952 N N N N N N FNMA PASS THRU POOLS N/A 31418BKP0 17.620000 PA USD 17.560000 0.0000005 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XFTC5 892173.740000 PA USD 770704.650000 0.0236782 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N AREIT TRUST 2021-CRE5 N/A 04002PAA2 596960.850000 PA USD 595806.720000 0.0183049 Long ABS-MBS CORP KY N 2 2038-11-17 Floating 6.27721 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 10000000.000000 PA USD 10015486.200000 0.307704 Long DBT CORP US N 2 2031-04-04 Floating 4.478 N N N N N N FNMA PASS THRU POOLS N/A 3140XCLS5 8634383.720000 PA USD 7458847.430000 0.229157 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913UAR1 3150000.000000 PA USD 3192639.280000 0.0980869 Long DBT CORP US N 2 2027-10-15 Fixed 4.4 N N N N N N FNMA PASS THRU POOLS N/A 3140MF4U4 24519.000000 PA USD 23585.650000 0.0007246 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 10000000.000000 PA USD 9534567.000000 0.292929 Long DBT CORP GB N 2 2027-06-14 Floating 1.642 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 756766.350000 PA USD 718566.000000 0.0220764 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2Y9 129697.770000 PA USD 135144.100000 0.004152 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 7.074 N N N N N N FHLMC PASS THRU POOLS N/A 3133B5CB6 1129198.720000 PA USD 981419.150000 0.030152 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JF1 3000000.000000 PA USD 3024319.350000 0.0929156 Long DBT CORP US N 2 2026-09-06 Fixed 4.4 N N N N N N NISSAN AUTO LEASE TRUST 2024-A N/A 65481CAE4 2200000.000000 PA USD 2228087.840000 0.0684532 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.97 N N N N N N MF1 2021-FL5 LTD N/A 55282XAA8 3687511.720000 PA USD 3671741.890000 0.112806 Long ABS-MBS CORP KY N 2 2036-07-15 Floating 6.04721 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 N/A 03880RAA7 8338907.890000 PA USD 8348030.660000 0.256475 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 6.56099 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 965139.190000 PA USD 955955.700000 0.0293697 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 5.81564 N N N N N N PFP 2022-9 LTD A N/A 69291QAA3 2455384.300000 PA USD 2469847.990000 0.0758807 Long ABS-MBS CORP KY N 2 2035-08-19 Floating 7.37081 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100HA7 2100000.000000 PA USD 1992930.660000 0.0612285 Long DBT MUN US N 2 2028-05-01 Fixed 2.299 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 8300000.000000 PA USD 7938808.070000 0.243903 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.38019 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AR4 6500000.000000 PA USD 6459356.020000 0.19845 Long DBT CORP AU N 2 2034-09-12 Fixed 5.1 N N N N N N MADISON PARK FUNDING XXIX LTD 2018-29A N/A 55820CAN5 4193793.550000 PA USD 4199155.820000 0.12901 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 6.45924 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2L1 6000000.000000 PA USD 6201468.840000 0.190527 Long DBT CORP US N 2 2029-06-10 Fixed 5.65 N N N N N N ACREC 2021-FL1 LTD N/A 00500RAA3 3032766.280000 PA USD 3011934.210000 0.0925351 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.27877 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 2000000.000000 PA USD 1959263.960000 0.0601941 Long DBT CORP US N 2 2030-03-20 Floating 3.98 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 691.510000 PA USD 691.650000 0.0000212 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 6.14652 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBB2 5550000.000000 PA USD 5820780.340000 0.178831 Long DBT CORP FR N 2 2028-07-13 Fixed 5.79 N N N N N N FHLMC PASS THRU POOLS N/A 3132DPFG8 7082392.050000 PA USD 6821382.460000 0.209572 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWHE6 6997497.820000 PA USD 7000091.440000 0.215063 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 4505044.680000 PA USD 4478522.130000 0.137593 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.59137 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 4200000.000000 PA USD 4374789.550000 0.134406 Long DBT CORP US N 2 2029-05-24 Fixed 5.448 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XJD1 7000000.000000 PA USD 6811711.900000 0.209275 Long DBT MUN US N 2 2027-11-01 Fixed 2.98 N N N N N N FNMA PASS THRU POOLS N/A 31371M5Q6 9295.970000 PA USD 9404.880000 0.0002889 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 5.5 N N N N N N NYO COMMERCIAL MORTGAGE TRUST 2021-1290 N/A 62955HAA5 18000000.000000 PA USD 17495251.200000 0.537504 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.30648 N N N N N N CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 171239AL0 5500000.000000 PA USD 5630929.980000 0.172998 Long DBT CORP US N 2 2029-08-15 Fixed 4.65 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAA0 5000000.000000 PA USD 5069708.350000 0.155756 Long DBT CORP US N 2 2029-05-01 Fixed 5.088 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCH6 2500000.000000 PA USD 2574668.180000 0.0791011 Long DBT CORP US N 2 2028-06-01 Fixed 5.45 N N N N N N FNMA PASS THRU POOLS N/A 3140XJYX5 1439764.530000 PA USD 1417081.800000 0.0435368 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A7YK8 12738.540000 PA USD 13111.810000 0.0004028 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0MA7 15554142.730000 PA USD 13996758.060000 0.43002 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418ELW8 30755609.130000 PA USD 30256022.700000 0.92955 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3M0 8666961.040000 PA USD 7953752.660000 0.244362 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3 N N N N N N NAVIENT STUDENT LOAN TRUST 2017-5A N/A 63940CAA2 1994270.100000 PA USD 1996013.490000 0.0613232 Long ABS-O CORP US N 2 2066-07-26 Floating 6.1946 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 5000000.000000 PA USD 4908427.100000 0.150801 Long DBT CORP GB N 2 2026-04-18 Floating 1.645 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 302154DB2 6400000.000000 PA USD 6337744.130000 0.194713 Long DBT NUSS KR N 2 2025-02-12 Fixed 1.875 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 N/A 48129RAZ8 3200000.000000 PA USD 3058781.120000 0.0939744 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 2.9815 N N N N N N N/A N/A 000000000 1.000000 NC USD -3573285.590000 -0.109781 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-09-05 0.000000 USD -2270230.090000 USD 195000000.000000 USD -1303055.500000 N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY 5493003476LG35QAKM08 64972JLP1 5500000.000000 PA USD 5410914.850000 0.166239 Long DBT MUN US N 2 2037-05-01 Fixed 4.375 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C18 N/A 90278PAY6 930000.000000 PA USD 901112.710000 0.0276847 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.9872 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 6300000.000000 PA USD 6477269.400000 0.199 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98 N N N N N N FNMA PASS THRU POOLS N/A 3140QLDJ2 634385.300000 PA USD 548023.780000 0.0168368 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAM5 2000000.000000 PA USD 1977586.200000 0.060757 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.306 N N N N N N FNMA PASS THRU POOLS N/A 3140MNA48 9352940.700000 PA USD 8118097.380000 0.249411 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QHNG6 27671.960000 PA USD 23905.100000 0.0007344 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJUR9 77757.140000 PA USD 74074.480000 0.0022758 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.5 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1550000.000000 PA USD 1411494.000000 0.0433651 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 4000000.000000 PA USD 3977527.520000 0.122201 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AC6 3000000.000000 PA USD 3119029.830000 0.0958254 Long DBT CORP US N 2 2033-10-01 Fixed 5.403 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 2400000.000000 PA USD 2426361.120000 0.0745447 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.15 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 90278MAY3 6963983.500000 PA USD 6718565.060000 0.206413 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.8655 N N N N N N INDEPENDENCE PLAZA TRUST 2018-INDP N/A 45378YAA2 3300000.000000 PA USD 3214853.730000 0.0987694 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.763 N N N N N N FNMA PASS THRU POOLS N/A 3140LPNB4 156162.420000 PA USD 134900.920000 0.0041445 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 6709454.770000 PA USD 6713859.390000 0.206269 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.53362 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GAY0 1600000.000000 PA USD 1532408.320000 0.0470799 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.652 N N N N N N FNMA PASS THRU POOLS N/A 3140XLGV4 874605.620000 PA USD 755545.470000 0.0232125 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A N/A 63941BAC9 481493.450000 PA USD 480502.580000 0.0147624 Long ABS-O CORP US N 2 2043-01-15 Floating 6.11099 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2017-2 N/A 26828VAA4 2439457.730000 PA USD 2438887.630000 0.0749295 Long ABS-O CORP US N 2 2067-05-25 Floating 6.4446 N N N N N N FNMA PASS THRU POOLS N/A 3138W94X5 217586.200000 PA USD 222632.390000 0.0068399 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD -1108136.510000 -0.0340451 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-06-30 0.000000 USD -373425.450000 USD 141700000.000000 USD -734711.060000 N N N FNMA PASS THRU POOLS N/A 3140KPDZ3 108287.480000 PA USD 98728.050000 0.0030332 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XFET4 423691.930000 PA USD 366006.360000 0.0112447 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AE45 71578.010000 PA USD 73671.380000 0.0022634 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.5 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A 36266DAA2 1700000.000000 PA USD 1704731.610000 0.0523742 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.497 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K509 N/A 3137HAST4 1400000.000000 PA USD 1440906.320000 0.0442687 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 4.85 N N N N N N FNMA PASS THRU POOLS N/A 3138Y63F9 114886.460000 PA USD 118397.610000 0.0036375 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 1400000.000000 PA USD 1229110.430000 0.0377617 Long DBT CORP GB N 2 2032-03-10 Floating 2.667 N N N N N N FNMA PASS THRU POOLS N/A 3140XKU57 329319.070000 PA USD 284486.240000 0.0087402 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5G33 784709.050000 PA USD 764061.110000 0.0234741 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QNHF2 330615.270000 PA USD 299539.660000 0.0092027 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DN6 2100000.000000 PA USD 2322119.350000 0.0713421 Long DBT CORP US N 2 2031-10-30 Floating 6.489 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFB4 6836758.890000 PA USD 5929350.070000 0.182166 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2023-A1 N/A 14041NGD7 8300000.000000 PA USD 8337232.140000 0.256143 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.42 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 4627101.660000 PA USD 4726610.260000 0.145215 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BU7 6000000.000000 PA USD 5281529.280000 0.162264 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N COUNTY OF MIAMI DADE FLORIDA 549300QG0NBD9HULR263 59333NT37 1000000.000000 PA USD 920787.000000 0.0282892 Long DBT MUN US N 2 2028-10-01 Fixed 1.936 N N N N N N REGATTA XV FUNDING LLC 2018 4A N/A 75888RAL3 1664262.890000 PA USD 1665950.120000 0.0511827 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 6.4846 N N N N N N N/A N/A 000000000 1.000000 NC USD 22008.290000 0.0006762 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-06-20 0.000000 USD -147170.950000 USD 3900000.000000 USD 169179.240000 N N N FANNIE MAE REMICS 2020-77 N/A 3136BCVD9 14273762.580000 PA USD 10431705.330000 0.320491 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 0.75 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 2000000.000000 PA USD 2060765.680000 0.0633125 Long DBT CORP US N 2 2027-06-04 Fixed 5.875 N N N N N N FNMA PASS THRU POOLS N/A 3140QPR74 8500786.060000 PA USD 7641768.790000 0.234777 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MHH77 494444.280000 PA USD 429144.440000 0.0131845 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0NH9 313984.400000 PA USD 288079.600000 0.0088506 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MA2S2 659301.870000 PA USD 573286.390000 0.017613 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 5700000.000000 PA USD 5463449.890000 0.167853 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 136572.600000 PA USD 136922.310000 0.0042066 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 6.38652 N N N N N N FNMA PASS THRU POOLS N/A 31410LNY4 28749.930000 PA USD 29627.830000 0.0009103 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A 83754LAW7 1800000.000000 PA USD 1764959.580000 0.0542245 Long DBT MUN US N 2 2025-06-01 Fixed 1.245 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAK7 1500000.000000 PA USD 1472680.250000 0.0452449 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N FNMA PASS THRU POOLS N/A 3140XLSR0 5488009.840000 PA USD 5280678.040000 0.162237 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AP8 3200000.000000 PA USD 2865324.740000 0.0880309 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWDJ9 900578.090000 PA USD 779004.710000 0.0239332 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST N/A 11042CAA8 615148.280000 PA USD 547210.380000 0.0168118 Long DBT CORP US N 2 2036-09-15 Fixed 2.9 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 N/A 95000FAU0 63763.490000 PA USD 62924.360000 0.0019332 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.788 N N N N N N FNMA PASS THRU POOLS N/A 3140XFM73 329538.720000 PA USD 284672.950000 0.008746 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAJ2 4400000.000000 PA USD 4147616.880000 0.127427 Long DBT MUN US N 2 2027-06-01 Fixed 2.02 N N N N N N FNMA PASS THRU POOLS N/A 3140L8MQ0 32494.850000 PA USD 28070.850000 0.0008624 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 203700000.000000 PA USD 195808657.930000 6.01579 Long ABS-MBS USGSE US N 2 2054-11-14 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRLT9 2003564.400000 PA USD 1736384.660000 0.0533466 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.5 N N N N N N THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY 54930006MR4KZ4W74Z83 73358WAH7 2500000.000000 PA USD 2504115.500000 0.0769335 Long DBT MUN US N 2 2024-12-01 Fixed 5.859 N N N N N N FNMA PASS THRU POOLS N/A 3140XLGW2 164736.990000 PA USD 142308.510000 0.0043721 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 N/A 12528YAC7 8300000.000000 PA USD 7979231.560000 0.245144 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.8165 N N N N N N FNMA PASS THRU POOLS N/A 31418EVM9 127075.090000 PA USD 109839.370000 0.0033746 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418U4W1 79411.030000 PA USD 81838.490000 0.0025143 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140QNW24 4379188.550000 PA USD 3939004.560000 0.121017 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FREDDIE MAC REMICS 4936 N/A 3137FQHG1 3788551.260000 PA USD 3505380.540000 0.107695 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRS62 1344494.790000 PA USD 1162974.560000 0.0357299 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-2 N/A 379925AA8 6700000.000000 PA USD 6768197.290000 0.207938 Long ABS-O CORP US N 2 2037-03-11 Fixed 4.52 N N N N N N FANNIE MAE 2005-21 N/A 31394CTW2 20965.270000 PA USD 20841.750000 0.0006403 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 5.7446 N N N N N N BANK 2019-BN20 N/A 06540AAB7 10297693.070000 PA USD 9927067.770000 0.304988 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.933 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 9478192.420000 PA USD 9481690.540000 0.291304 Long DBT CORP US N 2 2036-08-01 Fixed 4.265 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 4272509.510000 PA USD 4282510.600000 0.131571 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 6.36652 N N N N N N FANNIE MAE REMICS 2016-76 N/A 3136ATY73 2768232.110000 PA USD 2712944.980000 0.0833493 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 5.91564 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-2A N/A 42806MBW8 8000000.000000 PA USD 8203308.000000 0.252029 Long ABS-O CORP US N 2 2029-09-25 Fixed 5.57 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 1600000.000000 PA USD 1541075.540000 0.0473462 Long DBT CORP US N 2 2026-01-15 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLC3 108600000.000000 PA USD 110682914.330000 3.40049 Long DBT UST US N 2 2029-07-31 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFY4 874725.510000 PA USD 758080.870000 0.0232904 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 6341771.430000 PA USD 5688915.870000 0.17478 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N EMPIRE DISTRICT BONDCO LLC N/A 291918AA8 10000000.000000 PA USD 10202421.600000 0.313447 Long DBT CORP US N 2 2035-01-01 Fixed 4.943 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BM4 4500000.000000 PA USD 4719448.940000 0.144995 Long DBT CORP NL N 2 2035-03-19 Floating 5.55 N N N N N N PG&E RECOVERY FUNDING LLC N/A 71710TAG3 7550000.000000 PA USD 7743902.650000 0.237915 Long DBT CORP US N 2 2035-06-01 Fixed 4.838 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAC7 5000000.000000 PA USD 5306360.250000 0.163026 Long DBT CORP US N 2 2028-11-21 Fixed 6 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAG8 7700000.000000 PA USD 6899432.310000 0.21197 Long DBT CORP US N 2 2030-08-15 Fixed 2.294 N N N N N N FHLMC PASS THRU POOLS N/A 3133BT5Z9 981885.380000 PA USD 849738.110000 0.0261064 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ENQF9 123680.480000 PA USD 128296.000000 0.0039416 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 5000000.000000 PA USD 5249068.400000 0.161266 Long DBT CORP US N 2 2030-04-22 Floating 5.581 N N N N N N FNMA PASS THRU POOLS N/A 31418MML3 32789.420000 PA USD 33748.990000 0.0010369 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAXY8 57285.860000 PA USD 58561.470000 0.0017992 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CU7 2000000.000000 PA USD 2084921.540000 0.0640547 Long DBT CORP US N 2 2028-08-15 Fixed 5.65 N N N N N N FNMA PASS THRU POOLS N/A 31418CZJ6 3727130.000000 PA USD 3699767.160000 0.113667 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XGQ44 27268377.720000 PA USD 24523629.530000 0.753435 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N BGCLO 19A N/A 09075JAU3 6200000.000000 PA USD 6238437.150000 0.191662 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 6.91233 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQYZ3 689956.010000 PA USD 598523.380000 0.0183883 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MA80 2260.620000 PA USD 2259.250000 0.0000694 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EAZ0 1400000.000000 PA USD 1339286.200000 0.0411467 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.651 N N N N N N FNMA PASS THRU POOLS N/A 3140QMVX9 77200435.230000 PA USD 69478721.860000 2.13458 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XMV52 4211525.610000 PA USD 3643399.190000 0.111935 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNYX5 10520313.810000 PA USD 9481973.570000 0.291313 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 14800000.000000 PA USD 14030873.750000 0.431068 Long DBT CORP US N 2 2027-09-10 Floating 1.542 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 2000000.000000 PA USD 2012395.020000 0.0618265 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 3199873.520000 PA USD 3216449.340000 0.0988184 Long ABS-MBS CORP US N 2 2039-06-17 Floating 7.32473 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2J0 1400000.000000 PA USD 1396339.210000 0.0428995 Long DBT CORP AU N 2 2029-10-01 Fixed 4.25 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CU2 5000000.000000 PA USD 5419379.100000 0.166499 Long DBT CORP GB N 2 2034-07-06 Floating 6.296 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NH2 2000000.000000 PA USD 1852322.200000 0.0569086 Long DBT MUN US N 2 2028-09-01 Fixed 1.861 N N N N N N NEUBERGER BERMAN CLO XV 2013-15A N/A 64129KBE6 1718270.780000 PA USD 1719400.680000 0.0528248 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 6.48298 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 3000000.000000 PA USD 2990809.890000 0.0918861 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 12597BAV1 9030997.120000 PA USD 8749299.550000 0.268803 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.9566 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NJ8 600000.000000 PA USD 546897.600000 0.0168022 Long DBT MUN US N 2 2029-09-01 Fixed 1.961 N N N N N N FNMA PASS THRU POOLS N/A 3140XHGD3 889456.830000 PA USD 768356.290000 0.0236061 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2A9 3000000.000000 PA USD 2871804.210000 0.0882299 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAN8 2700000.000000 PA USD 2798309.210000 0.085972 Long DBT CORP US N 2 2029-04-01 Fixed 5.1 N N N N N N FNMA PASS THRU POOLS N/A 3140QSSW2 973137.300000 PA USD 973497.940000 0.0299086 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBH5 6000000.000000 PA USD 6355275.540000 0.195252 Long DBT CORP US N 2 2028-10-02 Fixed 5.737 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC N/A 05377RHM9 3500000.000000 PA USD 3690698.200000 0.113389 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AX1 7500000.000000 PA USD 7535007.830000 0.231497 Long DBT CORP NL N 2 2027-04-01 Floating 5.84733 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 4733235.740000 PA USD 4739152.280000 0.1456 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 6.64362 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 9300000.000000 PA USD 10740458.770000 0.329977 Long DBT CORP GB N 2 2033-11-02 Floating 7.437 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 3437504.680000 PA USD 3403546.090000 0.104567 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 6.37877 N N N N N N FNMA PASS THRU POOLS N/A 31410G2B8 30780.250000 PA USD 31732.150000 0.0009749 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B13 N/A 08162DAC2 4318992.870000 PA USD 4156942.530000 0.127713 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.888 N N N N N N AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST N/A 009088AA3 337826.090000 PA USD 326858.260000 0.010042 Long DBT CORP CA N 2 2029-06-15 Fixed 3.75 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBA4 3450000.000000 PA USD 3547489.510000 0.108989 Long DBT CORP FR N 2 2026-07-13 Fixed 5.896 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KM8 1900000.000000 PA USD 2077537.540000 0.0638278 Long DBT CORP US N 2 2033-06-15 Fixed 6.4 N N N N N N LIBERTY STREET TRUST 2016-225L N/A 902055AA0 1200000.000000 PA USD 1137772.680000 0.0349556 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.597 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100GZ3 3300000.000000 PA USD 3167992.740000 0.0973297 Long DBT MUN US N 2 2027-05-01 Fixed 2.196 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 2113201.280000 PA USD 2117786.930000 0.0650644 Long ABS-CBDO CORP US N 2 2035-12-15 Floating 6.89721 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 885515.830000 PA USD 944413.110000 0.029015 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1930000.000000 PA USD 1892866.140000 0.0581542 Long DBT CORP US N 2 2028-05-22 Floating 3.584 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 2700000.000000 PA USD 2501999.580000 0.0768685 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAL1 4400000.000000 PA USD 4416055.690000 0.135674 Long DBT CORP CA N 2 2028-09-08 Floating 4.404 N N N N N N UTAH ST 254900RWV9NSVUZONC07 917542QV7 98408.330000 PA USD 97792.130000 0.0030045 Long DBT MUN US N 2 2025-07-01 Fixed 3.539 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFL2 957470.190000 PA USD 827025.560000 0.0254086 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QSDY4 969949.930000 PA USD 970459.200000 0.0298152 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAPY7 290299.030000 PA USD 297091.080000 0.0091275 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAV0 2000000.000000 PA USD 2105202.820000 0.0646778 Long DBT CORP US N 2 2028-09-19 Fixed 5.9 N N N N N N FNMA PASS THRU POOLS N/A 3140QQKN4 6828910.410000 PA USD 6724060.890000 0.206582 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25 N/A 38375UBF6 87067.630000 PA USD 87292.300000 0.0026819 Long ABS-MBS USGSE US N 2 2063-10-20 Floating 6.21652 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 6000000.000000 PA USD 6029745.000000 0.185251 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 1428405.790000 PA USD 1248807.040000 0.0383669 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEH0 4200000.000000 PA USD 4375846.860000 0.134438 Long DBT CORP US N 2 2029-06-01 Fixed 5.1 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAH6 3300000.000000 PA USD 3163234.140000 0.0971835 Long DBT MUN US N 2 2026-06-01 Fixed 1.82 N N N N N N UMBS PASS THRU POOLS N/A 01F0326B5 76500000.000000 PA USD 71303041.350000 2.19063 Long ABS-MBS USGSE US N 2 2054-11-14 Fixed 3.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 9100000.000000 PA USD 8457070.170000 0.259825 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N FNMA PASS THRU POOLS N/A 3140X5BM4 1858870.420000 PA USD 1832219.350000 0.056291 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.5 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBQ1 15450000.000000 PA USD 13237347.250000 0.406689 Long DBT CORP JP N 2 2032-05-22 Floating 2.172 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 6200000.000000 PA USD 5921150.100000 0.181915 Long DBT CORP US N 2 2027-07-22 Floating 1.734 N N N N N N UTAH MUNICIPAL POWER AGENCY 549300ZRZ5YVJ6KNNV32 91756TAR2 2000000.000000 PA USD 1941815.600000 0.0596581 Long DBT MUN US N 2 2028-07-01 Fixed 3.237 N N N N N N FREDDIE MAC REMICS 3034 N/A 31396AJG0 6313.940000 PA USD 6284.350000 0.0001931 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 5.75655 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 2700000.000000 PA USD 2572462.310000 0.0790333 Long DBT CORP GB N 2 2028-01-11 Floating 2.469 N N N N N N FNMA PASS THRU POOLS N/A 3140X47J9 2187529.820000 PA USD 2142209.760000 0.0658147 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.5 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 2000000.000000 PA USD 1729510.600000 0.0531354 Long DBT CORP JP N 2 2031-09-08 Floating 1.979 N N N N N N CHRISTUS HEALTH OQUVMAC1TV7BMO6XVW61 17108JAA1 3000000.000000 PA USD 3001728.900000 0.0922216 Long DBT CORP US N 2 2028-07-01 Fixed 4.341 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXR9 1400000.000000 PA USD 1353869.860000 0.0415947 Long DBT MUN US N 2 2026-12-01 Fixed 2.596 N N N N N N TOYOTA LEASE OWNER TRUST 2023-A N/A 89239MAB3 270796.330000 PA USD 270833.270000 0.0083208 Long ABS-O CORP US N 2 2025-08-20 Fixed 5.3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KM4Q5 847898.960000 PA USD 732460.860000 0.0225033 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QP2M8 448645.390000 PA USD 431493.560000 0.0132567 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 12803RAG9 5000000.000000 PA USD 5194048.700000 0.159576 Long DBT CORP ES N 2 2030-03-15 Floating 5.673 N N N N N N FNMA PASS THRU POOLS N/A 3140MMYJ1 8922268.340000 PA USD 7746555.880000 0.237996 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 3628000.000000 PA USD 3377695.540000 0.103772 Long DBT CORP US N 2 2030-11-05 Floating 2.976 N N N N N N FNMA PASS THRU POOLS N/A 3140XBS68 953196.000000 PA USD 823421.020000 0.0252978 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B2 N/A 08161CAF8 699042.270000 PA USD 691876.390000 0.0212564 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.7802 N N N N N N OCP CLO LTD 2014-7A N/A 67107KAZ9 1012977.580000 PA USD 1013655.540000 0.0311424 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.66362 N N N N N N FNMA PASS THRU POOLS N/A 3140XD5R3 60509.930000 PA USD 52271.510000 0.0016059 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QPSG3 52515.120000 PA USD 50536.520000 0.0015526 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418EHJ2 29482892.020000 PA USD 28336696.830000 0.870583 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N BANK-2020-BN29 N/A 06541TAZ2 6000000.000000 PA USD 5551306.800000 0.170552 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.805 N N N N N N NISSAN AUTO LEASE TRUST 2024-A N/A 65481CAD6 10000000.000000 PA USD 10104953.000000 0.310453 Long ABS-O CORP US N 2 2027-04-15 Fixed 4.91 N N N N N N FANNIE MAE REMICS 2010-107 N/A 31398NKX1 245920.420000 PA USD 241340.300000 0.0074147 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 5.86332 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAE2 550000.000000 PA USD 545287.440000 0.0167528 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N CONSUMERS 2023 SECURITIZATION FUNDING LLC N/A 21071BAA3 4002001.330000 PA USD 4046381.440000 0.124316 Long DBT CORP US N 2 2028-03-01 Fixed 5.55 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDF0 3125000.000000 PA USD 3153859.880000 0.0968955 Long DBT CORP US N 2 2030-06-14 Floating 4.565 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-1A LLC N/A 05377RGC2 6000000.000000 PA USD 6147361.200000 0.188864 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y3EW0 427611.180000 PA USD 425255.530000 0.0130651 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 1200000.000000 PA USD 1231140.380000 0.0378241 Long DBT CORP US N 2 2034-08-12 Fixed 5.15 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 7175000.000000 PA USD 7062306.150000 0.216974 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N RAD CLO LTD 2019-5A N/A 74923EAA6 2800000.000000 PA USD 2802322.910000 0.0860953 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 6.66497 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 1110260.320000 PA USD 1093849.230000 0.0336061 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BE0 1800000.000000 PA USD 1804397.780000 0.0554362 Long DBT CORP US N 2 2029-09-11 Fixed 4.25 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2022-1 N/A 70410DAC2 1625208.600000 PA USD 1628484.370000 0.0500316 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.17 N N N N N N TRINITAS CLO LTD 2020-14A N/A 89641QAN0 6800000.000000 PA USD 6806678.690000 0.20912 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 6.6246 N N N N N N FHLMC PASS THRU POOLS N/A 3133AJN90 272422.050000 PA USD 235337.360000 0.0072302 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 30037DAD7 900000.000000 PA USD 941010.660000 0.0289105 Long DBT CORP US N 2 2034-04-01 Fixed 5.4 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2M0 4000000.000000 PA USD 4106173.800000 0.126153 Long DBT CORP US N 2 2028-06-12 Fixed 4.9 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWG80 22684643.020000 PA USD 22694803.240000 0.697248 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BNAY9 371390.110000 PA USD 321714.120000 0.009884 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418EKS8 356899.650000 PA USD 343146.440000 0.0105424 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 7700000.000000 PA USD 7397117.500000 0.22726 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B14 N/A 08162YAG7 6100000.000000 PA USD 5906653.790000 0.181469 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.9571 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAN7 9600000.000000 PA USD 9995082.910000 0.307077 Long DBT CORP DE N 2 2027-07-13 Floating 7.146 N N N N N N MF1 2022-FL10 LLC N/A 55285BAA3 2900000.000000 PA USD 2909976.000000 0.0894027 Long ABS-CBDO CORP US N 2 2037-09-17 Floating 7.59982 N N N N N N FNMA PASS THRU POOLS N/A 3140QM6C3 88191883.920000 PA USD 79407231.470000 2.43961 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N VENTURE XXVII CLO LTD 2017-27A N/A 92331LBC3 2840989.710000 PA USD 2842971.530000 0.0873441 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.59362 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HW6 3000000.000000 PA USD 3030109.530000 0.0930935 Long DBT CORP US N 2 2026-06-01 Fixed 4.9 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 N/A 95001NAW8 1032360.460000 PA USD 1026405.290000 0.0315341 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2015-C4 N/A 12635RAX6 5600000.000000 PA USD 5536102.320000 0.170085 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.8079 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0LX8 3754591.910000 PA USD 3692857.560000 0.113455 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UVD9 2468934.520000 PA USD 2464573.390000 0.0757187 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 6.06652 N N N N N N FNMA PASS THRU POOLS N/A 3140XFNJ6 1272487.060000 PA USD 1099249.980000 0.0337721 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A 38376RUH7 3997466.480000 PA USD 4006043.440000 0.123077 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 6.34652 N N N N N N FANNIE MAE REMICS 2016-87 N/A 3136AT6Z2 156763.590000 PA USD 155200.770000 0.0047682 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.86564 N N N N N N FNMA PASS THRU POOLS N/A 31414QPG6 31046.500000 PA USD 31988.780000 0.0009828 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133A73J6 122318.250000 PA USD 111418.300000 0.0034231 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 2000000.000000 PA USD 1989721.760000 0.0611299 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFE8 34680988.240000 PA USD 33316984.630000 1.02359 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 1079863.340000 PA USD 1073060.310000 0.0329674 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.94148 N N N N N N FNMA PASS THRU POOLS N/A 3140X7TX7 136459.780000 PA USD 124300.600000 0.0038189 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140LK3E1 6974000.000000 PA USD 7228134.860000 0.222069 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.1 N N N N N N OSD CLO 2021-23A LTD N/A 671026AA0 4277532.520000 PA USD 4282783.700000 0.131579 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.41738 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 164579.070000 PA USD 164624.160000 0.0050577 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.44085 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A N/A 78435VAC6 900000.000000 PA USD 910309.140000 0.0279673 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.95 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBC7 3000000.000000 PA USD 2885408.550000 0.0886479 Long DBT CORP US N 2 2026-04-15 Fixed 1.618 N N N N N N MORGAN STANLEY CAPITAL I INC 2016-UB11 N/A 61767FAY7 470806.670000 PA USD 462657.810000 0.0142142 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606 N N N N N N FNMA PASS THRU POOLS N/A 3140XLSZ2 5557217.890000 PA USD 4800596.890000 0.147488 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N FANNIE MAE REMICS 2016-100 N/A 3136AUH53 1703855.340000 PA USD 1690231.480000 0.0519287 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 5.96564 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 2500000.000000 PA USD 2556172.450000 0.0785328 Long DBT CORP US N 2 2028-03-15 Floating 6.88587 N N N N N N FNMA PASS THRU POOLS N/A 31418ED56 1018223.280000 PA USD 881035.260000 0.0270679 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N ALABAMA ECONOMIC SETTLEMENT AUTHORITY N/A 01026CAD3 1545000.000000 PA USD 1524220.370000 0.0468284 Long DBT MUN US N 2 2032-09-15 Fixed 4.263 N N N N N N BANK OF AMERICA AUTO TRUST 2023-2A N/A 06054YAD9 3950000.000000 PA USD 4080415.970000 0.125362 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.66 N N N N N N TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND N/A 88283LHT6 1135000.000000 PA USD 1140146.770000 0.0350285 Long DBT MUN US N 2 2026-04-01 Fixed 5.028 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3H1 1406534.400000 PA USD 1290496.380000 0.0396477 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N BANK 2019-BN19 N/A 06540WBD4 4300000.000000 PA USD 3953352.060000 0.121458 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.183 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-2 N/A 02582JKB5 2000000.000000 PA USD 2056664.000000 0.0631865 Long ABS-MBS CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N FNMA PASS THRU POOLS N/A 3140XL6Z6 21725868.100000 PA USD 18767864.220000 0.576602 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591FB3 3200000.000000 PA USD 3266790.500000 0.100365 Long DBT USGA US N 2 2034-08-01 Fixed 4.375 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1100000.000000 PA USD 947374.790000 0.029106 Long DBT CORP US N 2 2032-07-21 Floating 2.239 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMR0 2600000.000000 PA USD 2276087.320000 0.0699278 Long DBT MUN US N 2 2030-11-01 Fixed 1.74 N N N N N N FHLMC PASS THRU POOLS N/A 3133BAGK1 1566456.850000 PA USD 1353050.650000 0.0415695 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BA4H1 613982.200000 PA USD 530356.340000 0.016294 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV2 N/A 34535CAA4 3800000.000000 PA USD 3936024.040000 0.120926 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 1800000.000000 PA USD 1513515.760000 0.0464995 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 6600000.000000 PA USD 5954605.340000 0.182942 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N FNMA PASS THRU POOLS N/A 3138WPG24 341106.880000 PA USD 316490.370000 0.0097235 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N PALMER SQUARE CLO LTD 2013-2A N/A 69688AAL5 2452339.480000 PA USD 2454571.620000 0.0754114 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.54738 N N N N N N FNMA PASS THRU POOLS N/A 3140MEBV7 484397.100000 PA USD 465729.560000 0.0143085 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133CFXB0 28242.150000 PA USD 24417.490000 0.0007502 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 2.5 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 8100000.000000 PA USD 8394254.690000 0.257895 Long DBT CORP IT N 2 2034-05-15 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133ATPE5 2530603.280000 PA USD 2282599.480000 0.0701279 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QLHL3 1039797.860000 PA USD 898245.200000 0.0275966 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KF3 3500000.000000 PA USD 3584997.640000 0.110141 Long DBT CORP US N 2 2027-06-15 Fixed 5.45 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWF81 304371.750000 PA USD 263572.180000 0.0080977 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5050 N/A 3137F7TN5 2269772.160000 PA USD 2095702.650000 0.0643859 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 1 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 2200000.000000 PA USD 2291080.810000 0.0703885 Long DBT CORP US N 2 2031-02-15 Fixed 5.3 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 4000000.000000 PA USD 3912429.760000 0.120201 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N FHLMC PASS THRU POOLS N/A 3133BSDF6 49543.680000 PA USD 42957.840000 0.0013198 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 5223.450000 0.0001605 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-20 0.000000 USD -21883.160000 USD 3500000.000000 USD 27106.610000 N N N FNMA PASS THRU POOLS N/A 31410KJE5 115682.170000 PA USD 119085.180000 0.0036586 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ4W7 1145439.960000 PA USD 1115826.020000 0.0342813 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N ANCHORAGE CAPITAL CLO LTD 2015-6A N/A 03328QBL4 2600000.000000 PA USD 2605697.280000 0.0800544 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 6.76456 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5Z9 2728956.360000 PA USD 2721856.820000 0.0836231 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QMRX4 3245638.150000 PA USD 2917849.500000 0.0896446 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 1000000.000000 PA USD 951380.220000 0.0292291 Long DBT CORP GB N 2 2027-06-14 Floating 1.673 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 239532.310000 PA USD 240263.670000 0.0073816 Long ABS-MBS CORP US N 2 2036-06-16 Floating 6.22877 N N N N N N FREDDIE MAC REMICS 4400 N/A 3137BEH49 153426.560000 PA USD 152149.160000 0.0046745 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 5.85655 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24 N/A 38375UBR0 14246.350000 PA USD 14277.060000 0.0004386 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 6.19652 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 N/A 14044EAD0 5400000.000000 PA USD 5534307.720000 0.17003 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.82 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A 12595VAD9 3800000.000000 PA USD 3687861.620000 0.113302 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.228 N N N N N N FNMA PASS THRU POOLS N/A 3138WAA23 72387.870000 PA USD 73866.000000 0.0022694 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 1098656.700000 PA USD 1100141.330000 0.0337994 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 6.3329 N N N N N N FNMA PASS THRU POOLS N/A 3140QRUK7 148049.360000 PA USD 128196.180000 0.0039385 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N ARES LII CLO LTD 2019-52A N/A 04009AAL4 5331738.720000 PA USD 5341570.290000 0.164108 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 6.59362 N N N N N N FREDDIE MAC REMICS 4638 N/A 3137BTH38 1614413.320000 PA USD 1605698.560000 0.0493316 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 5.90564 N N N N N N FNMA PASS THRU POOLS N/A 3140XGY45 387373.270000 PA USD 334635.500000 0.0102809 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138LMSA2 6077000.000000 PA USD 5941766.090000 0.182548 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.29 N N N N N N CARLYLE US CLO LTD 2017-1A N/A 14314BAL1 2142216.400000 PA USD 2142915.110000 0.0658364 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.54362 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LVB4 2700000.000000 PA USD 2693931.130000 0.0827652 Long DBT CORP US N 2 2029-10-01 Fixed 4.6 N N N N N N COMM MORTGAGE TRUST 2020-CBM N/A 20049AAA6 3000000.000000 PA USD 2960205.900000 0.0909459 Long ABS-MBS CORP US N 2 2037-02-10 Variable 2.31491 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAB9 2500000.000000 PA USD 2330371.950000 0.0715956 Long DBT CORP US N 2 2029-01-18 Fixed 2.7 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 2000000.000000 PA USD 1941381.700000 0.0596447 Long DBT CORP GB N 2 2026-08-21 Floating 1.532 N N N N N N 2024-11-25 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer